Wrapper for some frequently used APIs to get data easily

Description

The main purpose is to handle APIs that have limitations on the number of results returned per single request.

See Also

get_positions_history get_history_candles

Retrieve the candlestick charts

Description

Wrapper for API Get candlesticks and Get candlesticks history.

Usage

get_history_candles(
  api_key,
  secret_key,
  passphrase,
  bar = c("1m", "3m", "5m", "15m", "30m", "1H", "4H", "6H", "12H", "1D", "2D", "3D"),
  count,
  instId,
  ...
)

Arguments

Value

Candlestick charts data

Examples

## Not run: 
candles <- get_history_candles(
  api_key, secret_key, passphrase, bar = "1m",
  count = 24*60, instId = "CFX-USDT-SWAP"
)

## End(Not run)

Retrieve the position data

Description

Wrapper for API Get positions history.

Usage

get_positions_history(
  api_key,
  secret_key,
  passphrase,
  count = 90,
  period = 10,
  ...
)

Arguments

Value

Position data

Examples

## Not run: 
positions <- get_positions_history(
  api_key, secret_key, passphrase, count = 90, period = 10,
  instType = "SWAP", mgnMode = "isolated"
)

## End(Not run)

restAPI Class

Description

Base class for Okx exchange v5 API.

Details

You can implement all REST API requests in Okx exchange by inheriting the restAPI class. Please refer to the example provided at the end of the document.

For commonly used interfaces, they have been implemented in this package. The naming convention is as follows: for "/api/v5/AAA/BBB", a new class named restAPIAAA, which inherits from restAPI, has been defined in this package. The BBB method in this new class is used to call the API.

Public fields

Methods

Public methods

• restAPI$new()

• restAPI$get_timestamp()

• restAPI$get_request_path()

• restAPI$get_body()

• restAPI$get_message()

• restAPI$get_signature()

• restAPI$get_header()

• restAPI$get_result()

• restAPI$clone()

Method new()

Create a new REST API object.

Usage

restAPI$new(api_key, secret_key, passphrase, simulate = FALSE)

Arguments

Method get_timestamp()

Get UTC timestamp.

Usage

restAPI$get_timestamp()

Method get_request_path()

Get request path.

Usage

restAPI$get_request_path(api, method = c("GET", "POST"), ...)

Arguments

Method get_body()

Get request body.

Usage

restAPI$get_body(method = c("GET", "POST"), ...)

Arguments

Method get_message()

Get the signing messages.

Usage

restAPI$get_message(timestamp, request_path, body, method = c("GET", "POST"))

Arguments

Method get_signature()

Get the signature.

Usage

restAPI$get_signature(msg, secret_key = self$secret_key)

Arguments

Method get_header()

Get request headers.

Usage

restAPI$get_header(timestamp, msg)

Arguments

Method get_result()

Retrieve data from api.

Usage

restAPI$get_result(api, method = c("GET", "POST"), process, ...)

Arguments

Method clone()

The objects of this class are cloneable with this method.

Usage

restAPI$clone(deep = FALSE)

Arguments

See Also

restAPItrade restAPIaccount restAPImarket

Examples

## Not run: 
# for [Get currencies](https://www.okx.com/docs-v5/en/#rest-api-funding-get-currencies)
# you can define the class like this
myRestAPI <- R6::R6Class(
  inherit = restAPI,
  public = list(
    get_currencies = function(ccy, process = "identity") {
      self$get_result(
        api = "/api/v5/asset/currencies", method = "GET", process = process,
        ccy = ccy
      )
    }
  )
)
# And call it like this
tmp <- myRestAPI$new(api_key, secret_key, passphrase)
tmp$get_currencies("BTC")

## End(Not run)

restAPIaccount Class

Description

Wrapper for REST API ACCOUNT.

Super class

okxAPI::restAPI -> restAPIaccount

Methods

Public methods

• restAPIaccount$balance()

• restAPIaccount$positions()

• restAPIaccount$positions_history()

• restAPIaccount$clone()

Method balance()

See Get balance for more information.

Usage

restAPIaccount$balance(ccy, process = "identity")

Arguments

Method positions()

See Get positions for more information.

Usage

restAPIaccount$positions(process = "identity", ...)

Arguments

Method positions_history()

See Get positions history for more information.

Usage

restAPIaccount$positions_history(process = "identity", ...)

Arguments

Method clone()

The objects of this class are cloneable with this method.

Usage

restAPIaccount$clone(deep = FALSE)

Arguments

restAPImarket Class

Description

Wrapper for REST API MARKET.

Super class

okxAPI::restAPI -> restAPImarket

Methods

Public methods

• restAPImarket$candles()

• restAPImarket$history_candles()

• restAPImarket$clone()

Method candles()

See Get candlesticks for more information.

Usage

restAPImarket$candles(instId, process = "identity", ...)

Arguments

Method history_candles()

See Get candlesticks history for more information.

Usage

restAPImarket$history_candles(instId, process = "identity", ...)

Arguments

Method clone()

The objects of this class are cloneable with this method.

Usage

restAPImarket$clone(deep = FALSE)

Arguments

restAPItrade Class

Description

Wrapper for REST API TRADE.

Super class

okxAPI::restAPI -> restAPItrade

Methods

Public methods

• restAPItrade$order()

• restAPItrade$cancel_order()

• restAPItrade$clone()

Method order()

See Place order for more information.

Usage

restAPItrade$order(
  instId,
  tdMode = c("isolated", "cross", "cash"),
  side = c("buy", "sell"),
  sz,
  ordType = c("market", "limit", "post_only", "fok", "ioc", "optimal_limit_ioc"),
  process = "identity",
  ...
)

Arguments

Method cancel_order()

See Cancel order for more information.

Usage

restAPItrade$cancel_order(instId, ordId, clOrdId, process = "identity", ...)

Arguments

Method clone()

The objects of this class are cloneable with this method.

Usage

restAPItrade$clone(deep = FALSE)

Arguments

websocketAPIprivate Class

Description

Private channel of WebSocket API for Okx exchange v5 API. See Private Channel for more information.

Public fields

Methods

Public methods

• websocketAPIprivate$new()

• websocketAPIprivate$get_timestamp()

• websocketAPIprivate$get_message()

• websocketAPIprivate$get_signature()

• websocketAPIprivate$connect()

• websocketAPIprivate$login()

• websocketAPIprivate$on_open()

• websocketAPIprivate$on_close()

• websocketAPIprivate$on_message()

• websocketAPIprivate$on_error()

• websocketAPIprivate$send()

• websocketAPIprivate$close()

• websocketAPIprivate$clone()

Method new()

Craeate a new websocketAPIprivate object.

Usage

websocketAPIprivate$new(api_key, secret_key, passphrase, simulate = FALSE)

Arguments

Method get_timestamp()

Get UTC timestamp.

Usage

websocketAPIprivate$get_timestamp()

Method get_message()

Get the signing messages.

Usage

websocketAPIprivate$get_message(timestamp)

Arguments

Method get_signature()

Get the signature.

Usage

websocketAPIprivate$get_signature(secret_key, msg)

Arguments

Method connect()

Initiate the connection to the server.

Usage

websocketAPIprivate$connect()

Method login()

Log in.

Usage

websocketAPIprivate$login()

Method on_open()

Called when the connection is established.

Usage

websocketAPIprivate$on_open(func)

Arguments

Method on_close()

Called when a previously-opened connection is closed. The event will have 'code' (integer) and 'reason' (one-element character) elements that describe the remote's reason for closing.

Usage

websocketAPIprivate$on_close(func)

Arguments

Method on_message()

Called each time a message is received from the server. The event will have a 'data' element, which is the message content.

Usage

websocketAPIprivate$on_message(func)

Arguments

Method on_error()

Called when the connection fails to be established. The event will have an 'message' element, a character vector of length 1 describing the reason for the error.

Usage

websocketAPIprivate$on_error(func)

Arguments

Method send()

Send a message to the server.

Usage

websocketAPIprivate$send(msg)

Arguments

Method close()

Close the connection.

Usage

websocketAPIprivate$close()

Method clone()

The objects of this class are cloneable with this method.

Usage

websocketAPIprivate$clone(deep = FALSE)

Arguments

Examples

## Not run: 
tmp <- websocketAPIprivate$new(api_key, secret_key, passphrase)
tmp$connect()
Sys.sleep(1)
tmp$login()

# subscribe account information
msg <- list(
  op = "subscribe",
  args = list(
    list(channel = "account", ccy = "USDT")
  )
)
msg <- jsonlite::toJSON(msg, auto_unbox = TRUE, pretty = TRUE)
tmp$send(msg)

# pass your own callback function
tmp$on_message(function(event) {
  if (event$data == "pong") {
    cat("Bingo!!\n")
  }
})
tmp$send("ping")

tmp$close()

## End(Not run)

websocketAPIpublic Class

Description

Public channel of WebSocket API for Okx exchange v5 API. See Public Channel for more information.

Public fields

Methods

Public methods

• websocketAPIpublic$new()

• websocketAPIpublic$connect()

• websocketAPIpublic$on_open()

• websocketAPIpublic$on_close()

• websocketAPIpublic$on_message()

• websocketAPIpublic$on_error()

• websocketAPIpublic$send()

• websocketAPIpublic$close()

• websocketAPIpublic$clone()

Method new()

Create a new websocketAPIpublic object.

Usage

websocketAPIpublic$new(simulate = FALSE)

Arguments

Method connect()

Initiate the connection to the server.

Usage

websocketAPIpublic$connect()

Method on_open()

Called when the connection is established.

Usage

websocketAPIpublic$on_open(func)

Arguments

Method on_close()

Called when a previously-opened connection is closed. The event will have 'code' (integer) and 'reason' (one-element character) elements that describe the remote's reason for closing.

Usage

websocketAPIpublic$on_close(func)

Arguments

Method on_message()

Called each time a message is received from the server. The event will have a 'data' element, which is the message content.

Usage

websocketAPIpublic$on_message(func)

Arguments

Method on_error()

Called when the connection fails to be established. The event will have an 'message' element, a character vector of length 1 describing the reason for the error.

Usage

websocketAPIpublic$on_error(func)

Arguments

Method send()

Send a message to the server.

Usage

websocketAPIpublic$send(msg)

Arguments

Method close()

Close the connection.

Usage

websocketAPIpublic$close()

Method clone()

The objects of this class are cloneable with this method.

Usage

websocketAPIpublic$clone(deep = FALSE)

Arguments

Examples

## Not run: 
tmp <- websocketAPIpublic$new()
tmp$connect()

# subscribe BTC-USDT-SWAP 5m candlesticks data
msg <- list(
  op = "unsubscribe",
  args = list(
    list(channel = "candle5m", instId = "BTC-USDT-SWAP")
  )
)
msg <- jsonlite::toJSON(msg, auto_unbox = TRUE, pretty = TRUE)
tmp$send(msg)

# pass your own callback function
tmp$on_message(function(event) {
  if (event$data == "pong") {
    cat("Bingo!!\n")
  }
})
tmp$send("ping")

tmp$close()

## End(Not run)